+24.0%
DBX vs AEIS
+148.8%
-124.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +0.1% |
| 7D | -3.3% | +11.5% | -14.8% | -3.4% |
| 30D | -5.9% | -15.8% | +9.9% | -5.4% |
| 3M | -6.7% | -33.3% | +26.6% | -5.4% |
| 6M | +28.0% | -35.2% | +63.2% | +29.1% |
| YTD | +20.6% | +5.0% | +15.6% | +8.2% |
| 1Y | +10.3% | +8.5% | +1.8% | -2.1% |
| 3Y | +24.0% | +152.9% | -128.8% | -14.8% |
| All | +24.0% | +148.8% | -124.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling